+420.4%
FIX vs ALL
+115.1%
+305.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -0.9% | -10.7% | -11.7% |
| 7D | -27.2% | +4.2% | -31.5% | -26.7% |
| 30D | -46.9% | +18.9% | -65.8% | -45.5% |
| 3M | -44.4% | +1.2% | -45.6% | -44.0% |
| 6M | -50.9% | +23.2% | -74.1% | -50.3% |
| YTD | +3.5% | +30.0% | -26.5% | +4.4% |
| 1Y | -2.1% | +39.6% | -41.7% | -2.7% |
| All | +420.4% | +115.1% | +305.3% | +394.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ALL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling